+70.5%
DOCN vs PFG
+129.3%
-58.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.8% |
| 7D | -19.2% | -0.6% | -18.5% | -18.7% |
| 30D | -43.1% | +2.0% | -45.1% | -44.0% |
| 3M | -40.7% | -3.2% | -37.5% | -39.7% |
| 6M | -55.0% | +10.9% | -65.9% | -59.7% |
| YTD | +50.6% | +28.8% | +21.8% | +17.8% |
| 1Y | +54.0% | +39.2% | +14.8% | +12.5% |
| 3Y | +203.9% | +75.0% | +128.9% | +87.0% |
| 5Y | -29.4% | +91.9% | -121.3% | -58.7% |
| All | +70.5% | +129.3% | -58.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling